text: //#include <ql/termstructures/yield/bondhelpers.hpp>
  //#include <ql/termstructures/yield/bootstraptraits.hpp>
  //#include <ql/termstructures/yield/discountcurve.hpp>
  //#include <ql/termstructures/yield/drifttermstructure.hpp>
  //#include <ql/termstructures/yield/fittedbonddiscountcurve.hpp>
  #include <ql/termstructures/yield/flatforward.hpp>
  //#include <ql/termstructures/yield/forwardcurve.hpp>
  //#include <ql/termstructures/yield/forwardspreadedtermstructure.hpp>
  //#include <ql/termstructures/yield/forwardstructure.hpp>
  //#include <ql/termstructures/yield/impliedtermstructure.hpp>
  //#include <ql/termstructures/yield/nonlinearfittingmethods.hpp>
  //#include <ql/termstructures/yield/oisratehelper.hpp>
  //#include <ql/termstructures/yield/piecewiseyieldcurve.hpp>
  //#include <ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp>
  //#include <ql/termstructures/yield/quantotermstructure.hpp>
  //#include <ql/termstructures/yield/ratehelpers.hpp>
  //#include <ql/termstructures/yield/zerocurve.hpp>
  #include <ql/termstructures/yield/zerospreadedtermstructure.hpp>
  #include <ql/termstructures/yield/zeroyieldstructure.hpp>